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-5.12%
This Month
+2.53%
Year To Date
-9.78%
2 Years
+8.15%
5 Years
+57.1%
10 Years
+4.22%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💻 Electronic Technology69.55%
- 💵 Cash19.55%
- 🛠️ Producer Manufacturing3.56%
- 🖥️ Technology Services0.61%
- 🪙 Cryptocurrencies0.04%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq41%
- 🇺🇸 NYSE29.5%
- 🇭🇰 Hong Kong Exchanges3.21%
- 🌍 Digital Currency0.04%
Countries Breakdown
- Country
- Total
- 🇨🇳 China32.71%
- 🇺🇸 United States22.34%
- 🇨🇦 Canada18.31%
- 🇮🇱 Israel0.35%
Dividends
Dividend Yield
1.62%
4 out of 9 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $JKS (5.31%)
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|
Performance Metrics
Score 5.8/10
Beta
0.39
0.39
0
0.8
1.2
0
2
Sharpe Ratio
0.22
0.22
0
0.5
1
1.5
1.5
Sortino Ratio
0.76
0.76
0
1
2
3
3
Jensen's Alpha
10
10
-2
0
2
11
11
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
2.99
2.99
0
0.75
1.25
3
3
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Beta
0.39
0.39
0
0.8
1.2
0
2
Sharpe Ratio
0.22
0.22
0
0.5
1
1.5
1.5
Sortino Ratio
0.76
0.76
0
1
2
3
3
Jensen's Alpha
10
10
-2
0
2
11
11
Omega Ratio
1.06
1.06
0
1
1.5
2.5
2.5
Treynor Ratio
2.99
2.99
0
0.75
1.25
3
3
Information Ratio
0.04
0.04
0
0.3
0.6
1
1
Calmar Ratio
0.08
0.08
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
31.33
High:
CSIQ
71.27CSIQLow:
SEDG
-5.51SEDGDetails
PEG Ratio
35.24
High:
AAPL
129.82AAPLLow:SEDG
-7.07SEDGDetails
Price/Book
6.4
High:AAPL
43.77AAPLLow:CSIQ
0.4CSIQDetails
Price/Sales
4.24
High:
GOOG
9.21GOOGLow:
JKS
0.13JKSDetails
Price/CF
23.16
High:
ENPH
30.74ENPHLow:CSIQ
8.72CSIQDetails
Price/FCF
48.94
High:
0968.HK
99.420968.HKLow:SEDG
21.35SEDGDetails
P/E Ratio
31.33
High:CSIQ
71.27CSIQLow:SEDG
-5.51SEDGDetails
PEG Ratio
35.24
High:AAPL
129.82AAPLLow:SEDG
-7.07SEDGDetails
Price/Book
6.4
High:AAPL
43.77AAPLLow:CSIQ
0.4CSIQDetails
Price/Sales
4.24
High:GOOG
9.21GOOGLow:JKS
0.13JKSDetails
Price/CF
23.16
High:ENPH
30.74ENPHLow:CSIQ
8.72CSIQDetails
Price/FCF
48.94
High:0968.HK
99.420968.HKLow:SEDG
21.35SEDGDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-68.08% | Jun 2020 | - | 70 |
-1.3% | Mar 2014 | May 2020 | 74 |